+348.0%
VT vs CAG
+83.9%
+264.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.7% | -6.8% | -4.8% |
| 7D | -4.2% | +11.4% | -15.5% | -6.9% |
| 30D | -5.8% | +16.7% | -22.5% | -9.8% |
| 3M | -5.2% | +4.5% | -9.8% | -6.8% |
| 6M | +0.1% | +13.3% | -13.2% | -4.2% |
| YTD | +8.2% | -4.2% | +12.4% | +7.7% |
| 1Y | +10.1% | -2.9% | +13.0% | +9.1% |
| 3Y | +69.7% | -33.2% | +102.8% | +83.6% |
| 5Y | +53.4% | -38.4% | +91.8% | +67.9% |
| 10Y | +219.2% | -36.4% | +255.6% | +222.8% |
| All | +348.0% | +83.9% | +264.1% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling